-22.1%
PYPL vs COR
+9.1%
-31.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | -4.3% | -3.9% | -0.5% | -4.1% |
| 30D | -11.5% | -0.3% | -11.1% | -11.4% |
| 3M | +26.1% | +15.9% | +10.3% | +25.3% |
| 6M | +13.7% | -10.3% | +23.9% | +16.0% |
| YTD | -9.8% | -3.7% | -6.1% | -8.5% |
| 1Y | -22.1% | +9.1% | -31.1% | -21.5% |
| All | -22.1% | +9.1% | -31.2% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling